Proficiency of Second Derivative Schemes for the Numerical Solution of Stiff Systems

摘要

This paper presents a study on the development and implementation of a second derivative method for the solution of stiff first order initial value problems of ordinary differential equations using method of interpolation and collocation of polynomial approximate solution. The results of this paper bring some useful information. The constructed methods are A-stable up to order 8. As it is shown in the numerical examples, the new methods are superior for stiff systems.